Shanghai Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:15.17% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 23.38 | |
| 0.1784 | 33.02 | |
| 0.7928 | 249.30 | |
| 0.0576 | 7.43 |
Estimation Period:
May 21, 1992 to Oct 24, 2025
May 21, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices